CGON gamma max, delta neutral & open interest levels
As of close · rank #1661 by open interest · snapshot page
CGON closed 1.0% below its gamma max of 73.09. It is 32.7% above the delta neutral price of 48.70. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 19,365, +3.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CGON
Where is CGON's gamma max today?
As of Sep 11, 2026, the gamma max for CGON is 73.09, +1.0% from the 72.35 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.
Is CGON above or below its delta neutral price?
CGON closed above delta neutral: 72.35 against a delta neutral price of 48.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CGON have?
19,365 contracts of open interest across 99 listed contracts on Sep 11, 2026, +3.9% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from end-of-day options data licensed from HistoricalOptionData.com; only derived aggregates are published. Methodology · Data and licence · Not investment advice.